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Dynamic effects of monetary po...
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131
Great Moderation in the Japanese economy
Ko, Jun-hyung
;
Murase, Koichi
- In:
Japan and the world economy : international journal of …
27
(
2013
),
pp. 10-24
Persistent link: https://www.econbiz.de/10010243010
Saved in:
132
Fiscal policy dynamics under a consolidation constraint : evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
Inchauspe, Julian
- In:
Applied economics
53
(
2021
)
34
,
pp. 3992-4016
Persistent link: https://www.econbiz.de/10012589552
Saved in:
133
Chapter 2. Macroeconomic Shocks and Their Propagation
Ramey, V.A.
- In:
Handbook of macroeconomics : volume 2, v. 2A-2B SET
,
(pp. 71-162)
.
2016
the leading
shock
candidates can explain fluctuations in output and hours. It concludes that we are much closer to …
Persistent link: https://www.econbiz.de/10014024291
Saved in:
134
Unconventional monetary policy, financial frictions, and the equity tandem
Campe, Roland von
- In:
Journal of macroeconomics
79
(
2024
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014558699
Saved in:
135
Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework
Chou, Jenyu
;
Cao, Yifei
;
Minford, Patrick
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 530-542
Persistent link: https://www.econbiz.de/10014292209
Saved in:
136
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
-
2019
vector autoregressive (GVAR) specification with drifting coefficients and factor stochastic
volatility
in the errors to model …
Persistent link: https://www.econbiz.de/10012052678
Saved in:
137
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid time-varying parameter Bayesian VAR models with stochastic
volatility
for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
138
Infinite-Variance, Alpha-Stable Shocks in Monetary SVAR : Final Working Paper Version
Hannsgen, Greg
-
2012
This paper adumbrates a
theory
of what might be going wrong in the monetary SVAR literature and provides supporting … empirical evidence. The
theory
is that macroeconomists may be attempting to identify structural forms that do not exist, given …
Persistent link: https://www.econbiz.de/10013114143
Saved in:
139
The effect of news shocks and monetary policy
Gambetti, Luca
;
Görtz, Christoph
;
Korobilis, Dimitris
; …
-
2019
the pre-1980 period. Measuring expectations of future monetary policy rates conditional on a news
shock
suggests that the …
Persistent link: https://www.econbiz.de/10011990092
Saved in:
140
Estimating the effect of monetary policy with dissenting votes as instrument
Vonnák, Balázs
-
2021
In this paper a new instrument for monetary policy shocks is presented. Exogenous variation of the policy rate may come from frictions of collective decision-making. Dissenting votes indicate how far the final decision of the decision making body is from the mean of the members' individually...
Persistent link: https://www.econbiz.de/10012613627
Saved in:
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